ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 137-31 138-22 0-23 0.5% 138-03
High 138-24 138-25 0-01 0.0% 138-27
Low 137-25 138-07 0-14 0.3% 137-21
Close 138-21 138-09 -0-12 -0.3% 138-21
Range 0-31 0-18 -0-13 -41.9% 1-06
ATR 0-29 0-28 -0-01 -2.7% 0-00
Volume 268,051 257,419 -10,632 -4.0% 1,289,318
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 140-04 139-24 138-19
R3 139-18 139-06 138-14
R2 139-00 139-00 138-12
R1 138-20 138-20 138-11 138-17
PP 138-14 138-14 138-14 138-12
S1 138-02 138-02 138-07 137-31
S2 137-28 137-28 138-06
S3 137-10 137-16 138-04
S4 136-24 136-30 137-31
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 141-30 141-16 139-10
R3 140-24 140-10 138-31
R2 139-18 139-18 138-28
R1 139-04 139-04 138-24 139-11
PP 138-12 138-12 138-12 138-16
S1 137-30 137-30 138-18 138-05
S2 137-06 137-06 138-14
S3 136-00 136-24 138-11
S4 134-26 135-18 138-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-27 137-21 1-06 0.9% 0-23 0.5% 53% False False 262,386
10 138-27 136-17 2-10 1.7% 0-27 0.6% 76% False False 284,272
20 138-27 134-11 4-16 3.3% 0-28 0.6% 88% False False 280,130
40 138-27 134-11 4-16 3.3% 0-30 0.7% 88% False False 304,843
60 138-27 133-23 5-04 3.7% 0-30 0.7% 89% False False 227,906
80 138-27 131-11 7-16 5.4% 0-27 0.6% 93% False False 170,994
100 138-27 129-29 8-30 6.5% 0-23 0.5% 94% False False 136,797
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141-06
2.618 140-08
1.618 139-22
1.000 139-11
0.618 139-04
HIGH 138-25
0.618 138-18
0.500 138-16
0.382 138-14
LOW 138-07
0.618 137-28
1.000 137-21
1.618 137-10
2.618 136-24
4.250 135-26
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 138-16 138-08
PP 138-14 138-08
S1 138-11 138-07

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These figures are updated between 7pm and 10pm EST after a trading day.

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